Support Board

Date/Time: Mon, 13 May 2024 06:02:08 +0000

Post From: Aggregating CME ticks into aggressor trades

[2017-06-12 08:27:32] Link To Thread - Link To Post [Go To First Post]
Perseus - Posts: 30
I am looking for a way to combine ticks from the CME into aggressor trades in Sierra Chart for historical data. This is possible using for example IQFeed, by using TickID or milisecond part of the timestamp. However, I can't see how to do this in SC since I am missing both TickID and milliseconds in historical data? I am currently trying out the SC data feed but I can't see a way to do it here either. Please advise if you know of a way to do this. Thanks. //Perseus